+1,026.7%
CDNS vs EMR
+274.4%
+752.4%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.7% |
| 7D | -6.5% | -1.2% | -5.3% | -6.0% |
| 30D | -13.0% | -9.4% | -3.6% | -8.9% |
| 3M | -26.0% | +8.6% | -34.6% | -29.3% |
| 6M | -2.8% | +6.7% | -9.5% | -7.0% |
| YTD | -8.8% | +13.1% | -21.9% | -15.7% |
| 1Y | -15.8% | +12.7% | -28.6% | -22.2% |
| 3Y | +19.7% | +58.1% | -38.3% | -6.6% |
| 5Y | +70.8% | +63.6% | +7.1% | +29.8% |
| All | +1,026.7% | +274.4% | +752.4% | +514.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EMR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling